Heat grill to high.
Prep the vegetables: peel eggplant and slice; wipe mushrooms with a damp towel, remove ste
ms, and reserve for other use. (Removing the gills is not necessary.)
Brush grill grate with oil. Brush both sides of eggplant, portobellos, and peppers with oi
l. Grill vegetables until golden brown on both sides and just cooked through, about 4 minu
tes per side. Remove from grill and set aside.